Laptops usually remain floating even if 3pin power adapter is connected. In such cases its all the same if you connect the cable first to laptop or to the car. Car is also not connected to earth though its huge mass acts as an artificial earth but it can't discharge it's accumulated charge on its own.

I agree in a perfect and ideal coding conditions, laptop/ testing m/c and car should be earthed and cable should be discharged for any static before its use.

Main purpose of a shield is to protect external noise entering into test setup.